From 9fd2976931c088dc523974afb901e96bad20f73c Mon Sep 17 00:00:00 2001 From: Harpreet Date: Thu, 4 Aug 2016 15:25:44 +0530 Subject: initial add --- build/Bonmin/include/coin/OsiSolverInterface.hpp | 2143 ++++++++++++++++++++++ 1 file changed, 2143 insertions(+) create mode 100644 build/Bonmin/include/coin/OsiSolverInterface.hpp (limited to 'build/Bonmin/include/coin/OsiSolverInterface.hpp') diff --git a/build/Bonmin/include/coin/OsiSolverInterface.hpp b/build/Bonmin/include/coin/OsiSolverInterface.hpp new file mode 100644 index 0000000..a581961 --- /dev/null +++ b/build/Bonmin/include/coin/OsiSolverInterface.hpp @@ -0,0 +1,2143 @@ +// Copyright (C) 2000, International Business Machines +// Corporation and others. All Rights Reserved. +// This code is licensed under the terms of the Eclipse Public License (EPL). + +#ifndef OsiSolverInterface_H +#define OsiSolverInterface_H + +#include +#include +#include + +#include "CoinTypes.hpp" +#include "CoinMessageHandler.hpp" +#include "CoinPackedVectorBase.hpp" +#include "CoinPackedMatrix.hpp" +#include "CoinWarmStart.hpp" +#include "CoinFinite.hpp" +#include "CoinError.hpp" + +#include "OsiCollections.hpp" +#include "OsiSolverParameters.hpp" + +class CoinSnapshot; +class CoinLpIO; +class CoinMpsIO; + +class OsiCuts; +class OsiAuxInfo; +class OsiRowCut; +class OsiRowCutDebugger; +class CoinSet; +class CoinBuild; +class CoinModel; +class OsiSolverBranch; +class OsiSolverResult; +class OsiObject; + + +//############################################################################# + +/*! \brief Abstract Base Class for describing an interface to a solver. + + Many OsiSolverInterface query methods return a const pointer to the + requested read-only data. If the model data is changed or the solver + is called, these pointers may no longer be valid and should be + refreshed by invoking the member function to obtain an updated copy + of the pointer. + For example: + \code + OsiSolverInterface solverInterfacePtr ; + const double * ruBnds = solverInterfacePtr->getRowUpper(); + solverInterfacePtr->applyCuts(someSetOfCuts); + // ruBnds is no longer a valid pointer and must be refreshed + ruBnds = solverInterfacePtr->getRowUpper(); + \endcode + + Querying a problem that has no data associated with it will result in + zeros for the number of rows and columns, and NULL pointers from + the methods that return vectors. +*/ + +class OsiSolverInterface { + friend void OsiSolverInterfaceCommonUnitTest( + const OsiSolverInterface* emptySi, + const std::string & mpsDir, + const std::string & netlibDir); + friend void OsiSolverInterfaceMpsUnitTest( + const std::vector & vecSiP, + const std::string & mpsDir); + +public: + + /// Internal class for obtaining status from the applyCuts method + class ApplyCutsReturnCode { + friend class OsiSolverInterface; + friend class OsiClpSolverInterface; + friend class OsiGrbSolverInterface; + + public: + ///@name Constructors and desctructors + //@{ + /// Default constructor + ApplyCutsReturnCode(): + intInconsistent_(0), + extInconsistent_(0), + infeasible_(0), + ineffective_(0), + applied_(0) {} + /// Copy constructor + ApplyCutsReturnCode(const ApplyCutsReturnCode & rhs): + intInconsistent_(rhs.intInconsistent_), + extInconsistent_(rhs.extInconsistent_), + infeasible_(rhs.infeasible_), + ineffective_(rhs.ineffective_), + applied_(rhs.applied_) {} + /// Assignment operator + ApplyCutsReturnCode & operator=(const ApplyCutsReturnCode& rhs) + { + if (this != &rhs) { + intInconsistent_ = rhs.intInconsistent_; + extInconsistent_ = rhs.extInconsistent_; + infeasible_ = rhs.infeasible_; + ineffective_ = rhs.ineffective_; + applied_ = rhs.applied_; + } + return *this; + } + /// Destructor + ~ApplyCutsReturnCode(){} + //@} + + /**@name Accessing return code attributes */ + //@{ + /// Number of logically inconsistent cuts + inline int getNumInconsistent() const + {return intInconsistent_;} + /// Number of cuts inconsistent with the current model + inline int getNumInconsistentWrtIntegerModel() const + {return extInconsistent_;} + /// Number of cuts that cause obvious infeasibility + inline int getNumInfeasible() const + {return infeasible_;} + /// Number of redundant or ineffective cuts + inline int getNumIneffective() const + {return ineffective_;} + /// Number of cuts applied + inline int getNumApplied() const + {return applied_;} + //@} + + private: + /**@name Private methods */ + //@{ + /// Increment logically inconsistent cut counter + inline void incrementInternallyInconsistent(){intInconsistent_++;} + /// Increment model-inconsistent counter + inline void incrementExternallyInconsistent(){extInconsistent_++;} + /// Increment infeasible cut counter + inline void incrementInfeasible(){infeasible_++;} + /// Increment ineffective cut counter + inline void incrementIneffective(){ineffective_++;} + /// Increment applied cut counter + inline void incrementApplied(){applied_++;} + //@} + + ///@name Private member data + //@{ + /// Counter for logically inconsistent cuts + int intInconsistent_; + /// Counter for model-inconsistent cuts + int extInconsistent_; + /// Counter for infeasible cuts + int infeasible_; + /// Counter for ineffective cuts + int ineffective_; + /// Counter for applied cuts + int applied_; + //@} + }; + + //--------------------------------------------------------------------------- + + ///@name Solve methods + //@{ + /// Solve initial LP relaxation + virtual void initialSolve() = 0; + + /*! \brief Resolve an LP relaxation after problem modification + + Note the `re-' in `resolve'. initialSolve() should be used to solve the + problem for the first time. + */ + virtual void resolve() = 0; + + /// Invoke solver's built-in enumeration algorithm + virtual void branchAndBound() = 0; + +#ifdef CBC_NEXT_VERSION + /* + Would it make sense to collect all of these routines in a `MIP Helper' + section? It'd make it easier for users and implementors to find them. + */ + /** + Solve 2**N (N==depth) problems and return solutions and bases. + There are N branches each of which changes bounds on both sides + as given by branch. The user should provide an array of (empty) + results which will be filled in. See OsiSolveResult for more details + (in OsiSolveBranch.?pp) but it will include a basis and primal solution. + + The order of results is left to right at feasible leaf nodes so first one + is down, down, ..... + + Returns number of feasible leaves. Also sets number of solves done and number + of iterations. + + This is provided so a solver can do faster. + + If forceBranch true then branch done even if satisfied + */ + virtual int solveBranches(int depth,const OsiSolverBranch * branch, + OsiSolverResult * result, + int & numberSolves, int & numberIterations, + bool forceBranch=false); +#endif + //@} + + //--------------------------------------------------------------------------- + /**@name Parameter set/get methods + + The set methods return true if the parameter was set to the given value, + false otherwise. When a set method returns false, the original value (if + any) should be unchanged. There can be various reasons for failure: the + given parameter is not applicable for the solver (e.g., refactorization + frequency for the volume algorithm), the parameter is not yet + implemented for the solver or simply the value of the parameter is out + of the range the solver accepts. If a parameter setting call returns + false check the details of your solver. + + The get methods return true if the given parameter is applicable for the + solver and is implemented. In this case the value of the parameter is + returned in the second argument. Otherwise they return false. + + \note + There is a default implementation of the set/get + methods, namely to store/retrieve the given value using an array in the + base class. A specific solver implementation can use this feature, for + example, to store parameters that should be used later on. Implementors + of a solver interface should overload these functions to provide the + proper interface to and accurately reflect the capabilities of a + specific solver. + + The format for hints is slightly different in that a boolean specifies + the sense of the hint and an enum specifies the strength of the hint. + Hints should be initialised when a solver is instantiated. + (See OsiSolverParameters.hpp for defined hint parameters and strength.) + When specifying the sense of the hint, a value of true means to work with + the hint, false to work against it. For example, +
    +
  • \code setHintParam(OsiDoScale,true,OsiHintTry) \endcode + is a mild suggestion to the solver to scale the constraint + system. +
  • \code setHintParam(OsiDoScale,false,OsiForceDo) \endcode + tells the solver to disable scaling, or throw an exception if + it cannot comply. +
+ As another example, a solver interface could use the value and strength + of the \c OsiDoReducePrint hint to adjust the amount of information + printed by the interface and/or solver. The extent to which a solver + obeys hints is left to the solver. The value and strength returned by + \c getHintParam will match the most recent call to \c setHintParam, + and will not necessarily reflect the solver's ability to comply with the + hint. If the hint strength is \c OsiForceDo, the solver is required to + throw an exception if it cannot perform the specified action. + + \note + As with the other set/get methods, there is a default implementation + which maintains arrays in the base class for hint sense and strength. + The default implementation does not store the \c otherInformation + pointer, and always throws an exception for strength \c OsiForceDo. + Implementors of a solver interface should override these functions to + provide the proper interface to and accurately reflect the capabilities + of a specific solver. + */ + //@{ + //! Set an integer parameter + virtual bool setIntParam(OsiIntParam key, int value) { + if (key == OsiLastIntParam) return (false) ; + intParam_[key] = value; + return true; + } + //! Set a double parameter + virtual bool setDblParam(OsiDblParam key, double value) { + if (key == OsiLastDblParam) return (false) ; + dblParam_[key] = value; + return true; + } + //! Set a string parameter + virtual bool setStrParam(OsiStrParam key, const std::string & value) { + if (key == OsiLastStrParam) return (false) ; + strParam_[key] = value; + return true; + } + /*! \brief Set a hint parameter + + The \c otherInformation parameter can be used to pass in an arbitrary + block of information which is interpreted by the OSI and the underlying + solver. Users are cautioned that this hook is solver-specific. + + Implementors: + The default implementation completely ignores \c otherInformation and + always throws an exception for OsiForceDo. This is almost certainly not + the behaviour you want; you really should override this method. + */ + virtual bool setHintParam(OsiHintParam key, bool yesNo=true, + OsiHintStrength strength=OsiHintTry, + void * /*otherInformation*/ = NULL) { + if (key==OsiLastHintParam) + return false; + hintParam_[key] = yesNo; + hintStrength_[key] = strength; + if (strength == OsiForceDo) + throw CoinError("OsiForceDo illegal", + "setHintParam", "OsiSolverInterface"); + return true; + } + //! Get an integer parameter + virtual bool getIntParam(OsiIntParam key, int& value) const { + if (key == OsiLastIntParam) return (false) ; + value = intParam_[key]; + return true; + } + //! Get a double parameter + virtual bool getDblParam(OsiDblParam key, double& value) const { + if (key == OsiLastDblParam) return (false) ; + value = dblParam_[key]; + return true; + } + //! Get a string parameter + virtual bool getStrParam(OsiStrParam key, std::string& value) const { + if (key == OsiLastStrParam) return (false) ; + value = strParam_[key]; + return true; + } + /*! \brief Get a hint parameter (all information) + + Return all available information for the hint: sense, strength, + and any extra information associated with the hint. + + Implementors: The default implementation will always set + \c otherInformation to NULL. This is almost certainly not the + behaviour you want; you really should override this method. + */ + virtual bool getHintParam(OsiHintParam key, bool& yesNo, + OsiHintStrength& strength, + void *& otherInformation) const { + if (key==OsiLastHintParam) + return false; + yesNo = hintParam_[key]; + strength = hintStrength_[key]; + otherInformation=NULL; + return true; + } + /*! \brief Get a hint parameter (sense and strength only) + + Return only the sense and strength of the hint. + */ + virtual bool getHintParam(OsiHintParam key, bool& yesNo, + OsiHintStrength& strength) const { + if (key==OsiLastHintParam) + return false; + yesNo = hintParam_[key]; + strength = hintStrength_[key]; + return true; + } + /*! \brief Get a hint parameter (sense only) + + Return only the sense (true/false) of the hint. + */ + virtual bool getHintParam(OsiHintParam key, bool& yesNo) const { + if (key==OsiLastHintParam) + return false; + yesNo = hintParam_[key]; + return true; + } + /*! \brief Copy all parameters in this section from one solver to another + + Note that the current implementation also copies the appData block, + message handler, and rowCutDebugger. Arguably these should have + independent copy methods. + */ + void copyParameters(OsiSolverInterface & rhs); + + /** \brief Return the integrality tolerance of the underlying solver. + + We should be able to get an integrality tolerance, but + until that time just use the primal tolerance + + \todo + This method should be replaced; it's architecturally wrong. This + should be an honest dblParam with a keyword. Underlying solvers + that do not support integer variables should return false for set and + get on this parameter. Underlying solvers that support integrality + should add this to the parameters they support, using whatever + tolerance is appropriate. -lh, 091021- + */ + inline double getIntegerTolerance() const + { return dblParam_[OsiPrimalTolerance];} + //@} + + //--------------------------------------------------------------------------- + ///@name Methods returning info on how the solution process terminated + //@{ + /// Are there numerical difficulties? + virtual bool isAbandoned() const = 0; + /// Is optimality proven? + virtual bool isProvenOptimal() const = 0; + /// Is primal infeasibility proven? + virtual bool isProvenPrimalInfeasible() const = 0; + /// Is dual infeasibility proven? + virtual bool isProvenDualInfeasible() const = 0; + /// Is the given primal objective limit reached? + virtual bool isPrimalObjectiveLimitReached() const; + /// Is the given dual objective limit reached? + virtual bool isDualObjectiveLimitReached() const; + /// Iteration limit reached? + virtual bool isIterationLimitReached() const = 0; + //@} + + //--------------------------------------------------------------------------- + /** \name Warm start methods + + Note that the warm start methods return a generic CoinWarmStart object. + The precise characteristics of this object are solver-dependent. Clients + who wish to maintain a maximum degree of solver independence should take + care to avoid unnecessary assumptions about the properties of a warm start + object. + */ + //@{ + /*! \brief Get an empty warm start object + + This routine returns an empty warm start object. Its purpose is + to provide a way for a client to acquire a warm start object of the + appropriate type for the solver, which can then be resized and modified + as desired. + */ + + virtual CoinWarmStart *getEmptyWarmStart () const = 0 ; + + /** \brief Get warm start information. + + Return warm start information for the current state of the solver + interface. If there is no valid warm start information, an empty warm + start object wil be returned. + */ + virtual CoinWarmStart* getWarmStart() const = 0; + /** \brief Get warm start information. + + Return warm start information for the current state of the solver + interface. If there is no valid warm start information, an empty warm + start object wil be returned. This does not necessarily create an + object - may just point to one. must Delete set true if user + should delete returned object. + */ + virtual CoinWarmStart* getPointerToWarmStart(bool & mustDelete) ; + + /** \brief Set warm start information. + + Return true or false depending on whether the warm start information was + accepted or not. + By definition, a call to setWarmStart with a null parameter should + cause the solver interface to refresh its warm start information + from the underlying solver. + */ + virtual bool setWarmStart(const CoinWarmStart* warmstart) = 0; + //@} + + //--------------------------------------------------------------------------- + /**@name Hot start methods + + Primarily used in strong branching. The user can create a hot start + object --- a snapshot of the optimization process --- then reoptimize + over and over again, starting from the same point. + + \note +
    +
  • Between hot started optimizations only bound changes are allowed. +
  • The copy constructor and assignment operator should NOT copy any + hot start information. +
  • The default implementation simply extracts a warm start object in + \c markHotStart, resets to the warm start object in + \c solveFromHotStart, and deletes the warm start object in + \c unmarkHotStart. + Actual solver implementations are encouraged to do better. +
+ + */ + //@{ + /// Create a hot start snapshot of the optimization process. + virtual void markHotStart(); + /// Optimize starting from the hot start snapshot. + virtual void solveFromHotStart(); + /// Delete the hot start snapshot. + virtual void unmarkHotStart(); + //@} + + //--------------------------------------------------------------------------- + /**@name Problem query methods + + Querying a problem that has no data associated with it will result in + zeros for the number of rows and columns, and NULL pointers from the + methods that return vectors. + + Const pointers returned from any data-query method are valid as long as + the data is unchanged and the solver is not called. + */ + //@{ + /// Get the number of columns + virtual int getNumCols() const = 0; + + /// Get the number of rows + virtual int getNumRows() const = 0; + + /// Get the number of nonzero elements + virtual int getNumElements() const = 0; + + /// Get the number of integer variables + virtual int getNumIntegers() const ; + + /// Get a pointer to an array[getNumCols()] of column lower bounds + virtual const double * getColLower() const = 0; + + /// Get a pointer to an array[getNumCols()] of column upper bounds + virtual const double * getColUpper() const = 0; + + /*! \brief Get a pointer to an array[getNumRows()] of row constraint senses. + +
    +
  • 'L': <= constraint +
  • 'E': = constraint +
  • 'G': >= constraint +
  • 'R': ranged constraint +
  • 'N': free constraint +
+ */ + virtual const char * getRowSense() const = 0; + + /*! \brief Get a pointer to an array[getNumRows()] of row right-hand sides + +
    +
  • if getRowSense()[i] == 'L' then + getRightHandSide()[i] == getRowUpper()[i] +
  • if getRowSense()[i] == 'G' then + getRightHandSide()[i] == getRowLower()[i] +
  • if getRowSense()[i] == 'R' then + getRightHandSide()[i] == getRowUpper()[i] +
  • if getRowSense()[i] == 'N' then + getRightHandSide()[i] == 0.0 +
+ */ + virtual const double * getRightHandSide() const = 0; + + /*! \brief Get a pointer to an array[getNumRows()] of row ranges. + +
    +
  • if getRowSense()[i] == 'R' then + getRowRange()[i] == getRowUpper()[i] - getRowLower()[i] +
  • if getRowSense()[i] != 'R' then + getRowRange()[i] is 0.0 +
+ */ + virtual const double * getRowRange() const = 0; + + /// Get a pointer to an array[getNumRows()] of row lower bounds + virtual const double * getRowLower() const = 0; + + /// Get a pointer to an array[getNumRows()] of row upper bounds + virtual const double * getRowUpper() const = 0; + + /*! \brief Get a pointer to an array[getNumCols()] of objective + function coefficients. + */ + virtual const double * getObjCoefficients() const = 0; + + /*! \brief Get the objective function sense + + - 1 for minimisation (default) + - -1 for maximisation + */ + virtual double getObjSense() const = 0; + + /// Return true if the variable is continuous + virtual bool isContinuous(int colIndex) const = 0; + + /// Return true if the variable is binary + virtual bool isBinary(int colIndex) const; + + /*! \brief Return true if the variable is integer. + + This method returns true if the variable is binary or general integer. + */ + virtual bool isInteger(int colIndex) const; + + /// Return true if the variable is general integer + virtual bool isIntegerNonBinary(int colIndex) const; + + /// Return true if the variable is binary and not fixed + virtual bool isFreeBinary(int colIndex) const; + + /*! \brief Return an array[getNumCols()] of column types + + \deprecated See #getColType + */ + inline const char *columnType(bool refresh=false) const + { return getColType(refresh); } + + /*! \brief Return an array[getNumCols()] of column types + + - 0 - continuous + - 1 - binary + - 2 - general integer + + If \p refresh is true, the classification of integer variables as + binary or general integer will be reevaluated. If the current bounds + are [0,1], or if the variable is fixed at 0 or 1, it will be classified + as binary, otherwise it will be classified as general integer. + */ + virtual const char * getColType(bool refresh=false) const; + + /// Get a pointer to a row-wise copy of the matrix + virtual const CoinPackedMatrix * getMatrixByRow() const = 0; + + /// Get a pointer to a column-wise copy of the matrix + virtual const CoinPackedMatrix * getMatrixByCol() const = 0; + + /*! \brief Get a pointer to a mutable row-wise copy of the matrix. + + Returns NULL if the request is not meaningful (i.e., the OSI will not + recognise any modifications to the matrix). + */ + virtual CoinPackedMatrix * getMutableMatrixByRow() const {return NULL;} + + /*! \brief Get a pointer to a mutable column-wise copy of the matrix + + Returns NULL if the request is not meaningful (i.e., the OSI will not + recognise any modifications to the matrix). + */ + virtual CoinPackedMatrix * getMutableMatrixByCol() const {return NULL;} + + /// Get the solver's value for infinity + virtual double getInfinity() const = 0; + //@} + + /**@name Solution query methods */ + //@{ + /// Get a pointer to an array[getNumCols()] of primal variable values + virtual const double * getColSolution() const = 0; + + /** Get a pointer to an array[getNumCols()] of primal variable values + guaranteed to be between the column lower and upper bounds. + */ + virtual const double * getStrictColSolution(); + + /// Get pointer to array[getNumRows()] of dual variable values + virtual const double * getRowPrice() const = 0; + + /// Get a pointer to an array[getNumCols()] of reduced costs + virtual const double * getReducedCost() const = 0; + + /** Get a pointer to array[getNumRows()] of row activity levels. + + The row activity for a row is the left-hand side evaluated at the + current solution. + */ + virtual const double * getRowActivity() const = 0; + + /// Get the objective function value. + virtual double getObjValue() const = 0; + + /** Get the number of iterations it took to solve the problem (whatever + `iteration' means to the solver). + */ + virtual int getIterationCount() const = 0; + + /** Get as many dual rays as the solver can provide. In case of proven + primal infeasibility there should (with high probability) be at least + one. + + The first getNumRows() ray components will always be associated with + the row duals (as returned by getRowPrice()). If \c fullRay is true, + the final getNumCols() entries will correspond to the ray components + associated with the nonbasic variables. If the full ray is requested + and the method cannot provide it, it will throw an exception. + + \note + Implementors of solver interfaces note that the double pointers in + the vector should point to arrays of length getNumRows() (fullRay = + false) or (getNumRows()+getNumCols()) (fullRay = true) and they should + be allocated with new[]. + + \note + Clients of solver interfaces note that it is the client's + responsibility to free the double pointers in the vector using + delete[]. Clients are reminded that a problem can be dual and primal + infeasible. + */ + virtual std::vector getDualRays(int maxNumRays, + bool fullRay = false) const = 0; + + /** Get as many primal rays as the solver can provide. In case of proven + dual infeasibility there should (with high probability) be at least + one. + + \note + Implementors of solver interfaces note that the double pointers in + the vector should point to arrays of length getNumCols() and they + should be allocated with new[]. + + \note + Clients of solver interfaces note that it is the client's + responsibility to free the double pointers in the vector using + delete[]. Clients are reminded that a problem can be dual and primal + infeasible. + */ + virtual std::vector getPrimalRays(int maxNumRays) const = 0; + + /** Get vector of indices of primal variables which are integer variables + but have fractional values in the current solution. */ + virtual OsiVectorInt getFractionalIndices(const double etol=1.e-05) + const; + //@} + + //------------------------------------------------------------------------- + /**@name Methods to modify the objective, bounds, and solution + + For functions which take a set of indices as parameters + (\c setObjCoeffSet(), \c setColSetBounds(), \c setRowSetBounds(), + \c setRowSetTypes()), the parameters follow the C++ STL iterator + convention: \c indexFirst points to the first index in the + set, and \c indexLast points to a position one past the last index + in the set. + + */ + //@{ + /** Set an objective function coefficient */ + virtual void setObjCoeff( int elementIndex, double elementValue ) = 0; + + /** Set a set of objective function coefficients */ + virtual void setObjCoeffSet(const int* indexFirst, + const int* indexLast, + const double* coeffList); + + /** Set the objective coefficients for all columns. + + array [getNumCols()] is an array of values for the objective. + This defaults to a series of set operations and is here for speed. + */ + virtual void setObjective(const double * array); + + /** Set the objective function sense. + + Use 1 for minimisation (default), -1 for maximisation. + + \note + Implementors note that objective function sense is a parameter of + the OSI, not a property of the problem. Objective sense can be + set prior to problem load and should not be affected by loading a + new problem. + */ + virtual void setObjSense(double s) = 0; + + + /** Set a single column lower bound. + Use -getInfinity() for -infinity. */ + virtual void setColLower( int elementIndex, double elementValue ) = 0; + + /** Set the lower bounds for all columns. + + array [getNumCols()] is an array of values for the lower bounds. + This defaults to a series of set operations and is here for speed. + */ + virtual void setColLower(const double * array); + + /** Set a single column upper bound. + Use getInfinity() for infinity. */ + virtual void setColUpper( int elementIndex, double elementValue ) = 0; + + /** Set the upper bounds for all columns. + + array [getNumCols()] is an array of values for the upper bounds. + This defaults to a series of set operations and is here for speed. + */ + virtual void setColUpper(const double * array); + + + /** Set a single column lower and upper bound. + The default implementation just invokes setColLower() and + setColUpper() */ + virtual void setColBounds( int elementIndex, + double lower, double upper ) { + setColLower(elementIndex, lower); + setColUpper(elementIndex, upper); + } + + /** Set the upper and lower bounds of a set of columns. + + The default implementation just invokes setColBounds() over and over + again. For each column, boundList must contain both a lower and + upper bound, in that order. + */ + virtual void setColSetBounds(const int* indexFirst, + const int* indexLast, + const double* boundList); + + /** Set a single row lower bound. + Use -getInfinity() for -infinity. */ + virtual void setRowLower( int elementIndex, double elementValue ) = 0; + + /** Set a single row upper bound. + Use getInfinity() for infinity. */ + virtual void setRowUpper( int elementIndex, double elementValue ) = 0; + + /** Set a single row lower and upper bound. + The default implementation just invokes setRowLower() and + setRowUpper() */ + virtual void setRowBounds( int elementIndex, + double lower, double upper ) { + setRowLower(elementIndex, lower); + setRowUpper(elementIndex, upper); + } + + /** Set the bounds on a set of rows. + + The default implementation just invokes setRowBounds() over and over + again. For each row, boundList must contain both a lower and + upper bound, in that order. + */ + virtual void setRowSetBounds(const int* indexFirst, + const int* indexLast, + const double* boundList); + + + /** Set the type of a single row */ + virtual void setRowType(int index, char sense, double rightHandSide, + double range) = 0; + + /** Set the type of a set of rows. + The default implementation just invokes setRowType() + over and over again. + */ + virtual void setRowSetTypes(const int* indexFirst, + const int* indexLast, + const char* senseList, + const double* rhsList, + const double* rangeList); + + /** Set the primal solution variable values + + colsol[getNumCols()] is an array of values for the primal variables. + These values are copied to memory owned by the solver interface + object or the solver. They will be returned as the result of + getColSolution() until changed by another call to setColSolution() or + by a call to any solver routine. Whether the solver makes use of the + solution in any way is solver-dependent. + */ + virtual void setColSolution(const double *colsol) = 0; + + /** Set dual solution variable values + + rowprice[getNumRows()] is an array of values for the dual variables. + These values are copied to memory owned by the solver interface + object or the solver. They will be returned as the result of + getRowPrice() until changed by another call to setRowPrice() or by a + call to any solver routine. Whether the solver makes use of the + solution in any way is solver-dependent. + */ + virtual void setRowPrice(const double * rowprice) = 0; + + /** Fix variables at bound based on reduced cost + + For variables currently at bound, fix the variable at bound if the + reduced cost exceeds the gap. Return the number of variables fixed. + + If justInteger is set to false, the routine will also fix continuous + variables, but the test still assumes a delta of 1.0. + */ + virtual int reducedCostFix(double gap, bool justInteger=true); + //@} + + //------------------------------------------------------------------------- + /**@name Methods to set variable type */ + //@{ + /** Set the index-th variable to be a continuous variable */ + virtual void setContinuous(int index) = 0; + /** Set the index-th variable to be an integer variable */ + virtual void setInteger(int index) = 0; + /** Set the variables listed in indices (which is of length len) to be + continuous variables */ + virtual void setContinuous(const int* indices, int len); + /** Set the variables listed in indices (which is of length len) to be + integer variables */ + virtual void setInteger(const int* indices, int len); + //@} + //------------------------------------------------------------------------- + + //------------------------------------------------------------------------- + + /*! \brief Data type for name vectors. */ + typedef std::vector OsiNameVec ; + + /*! \name Methods for row and column names + + Osi defines three name management disciplines: `auto names' (0), `lazy + names' (1), and `full names' (2). See the description of + #OsiNameDiscipline for details. Changing the name discipline (via + setIntParam()) will not automatically add or remove name information, + but setting the discipline to auto will make existing information + inaccessible until the discipline is reset to lazy or full. + + By definition, a row index of getNumRows() (i.e., one larger than + the largest valid row index) refers to the objective function. + + OSI users and implementors: While the OSI base class can define an + interface and provide rudimentary support, use of names really depends + on support by the OsiXXX class to ensure that names are managed + correctly. If an OsiXXX class does not support names, it should return + false for calls to getIntParam() or setIntParam() that reference + OsiNameDiscipline. + */ + //@{ + + /*! \brief Generate a standard name of the form Rnnnnnnn or Cnnnnnnn + + Set \p rc to 'r' for a row name, 'c' for a column name. + The `nnnnnnn' part is generated from ndx and will contain 7 digits + by default, padded with zeros if necessary. As a special case, + ndx = getNumRows() is interpreted as a request for the name of the + objective function. OBJECTIVE is returned, truncated to digits+1 + characters to match the row and column names. + */ + virtual std::string dfltRowColName(char rc, + int ndx, unsigned digits = 7) const ; + + /*! \brief Return the name of the objective function */ + + virtual std::string getObjName (unsigned maxLen = static_cast(std::string::npos)) const ; + + /*! \brief Set the name of the objective function */ + + virtual inline void setObjName (std::string name) + { objName_ = name ; } + + /*! \brief Return the name of the row. + + The routine will always return some name, regardless of the name + discipline or the level of support by an OsiXXX derived class. Use + maxLen to limit the length. + */ + virtual std::string getRowName(int rowIndex, + unsigned maxLen = static_cast(std::string::npos)) const ; + + /*! \brief Return a pointer to a vector of row names + + If the name discipline (#OsiNameDiscipline) is auto, the return value + will be a vector of length zero. If the name discipline is lazy, the + vector will contain only names supplied by the client and will be no + larger than needed to hold those names; entries not supplied will be + null strings. In particular, the objective name is not + included in the vector for lazy names. If the name discipline is + full, the vector will have getNumRows() names, either supplied or + generated, plus one additional entry for the objective name. + */ + virtual const OsiNameVec &getRowNames() ; + + /*! \brief Set a row name + + Quietly does nothing if the name discipline (#OsiNameDiscipline) is + auto. Quietly fails if the row index is invalid. + */ + virtual void setRowName(int ndx, std::string name) ; + + /*! \brief Set multiple row names + + The run of len entries starting at srcNames[srcStart] are installed as + row names starting at row index tgtStart. The base class implementation + makes repeated calls to setRowName. + */ + virtual void setRowNames(OsiNameVec &srcNames, + int srcStart, int len, int tgtStart) ; + + /*! \brief Delete len row names starting at index tgtStart + + The specified row names are removed and the remaining row names are + copied down to close the gap. + */ + virtual void deleteRowNames(int tgtStart, int len) ; + + /*! \brief Return the name of the column + + The routine will always return some name, regardless of the name + discipline or the level of support by an OsiXXX derived class. Use + maxLen to limit the length. + */ + virtual std::string getColName(int colIndex, + unsigned maxLen = static_cast(std::string::npos)) const ; + + /*! \brief Return a pointer to a vector of column names + + If the name discipline (#OsiNameDiscipline) is auto, the return value + will be a vector of length zero. If the name discipline is lazy, the + vector will contain only names supplied by the client and will be no + larger than needed to hold those names; entries not supplied will be + null strings. If the name discipline is full, the vector will have + getNumCols() names, either supplied or generated. + */ + virtual const OsiNameVec &getColNames() ; + + /*! \brief Set a column name + + Quietly does nothing if the name discipline (#OsiNameDiscipline) is + auto. Quietly fails if the column index is invalid. + */ + virtual void setColName(int ndx, std::string name) ; + + /*! \brief Set multiple column names + + The run of len entries starting at srcNames[srcStart] are installed as + column names starting at column index tgtStart. The base class + implementation makes repeated calls to setColName. + */ + virtual void setColNames(OsiNameVec &srcNames, + int srcStart, int len, int tgtStart) ; + + /*! \brief Delete len column names starting at index tgtStart + + The specified column names are removed and the remaining column names + are copied down to close the gap. + */ + virtual void deleteColNames(int tgtStart, int len) ; + + + /*! \brief Set row and column names from a CoinMpsIO object. + + Also sets the name of the objective function. If the name discipline + is auto, you get what you asked for. This routine does not use + setRowName or setColName. + */ + void setRowColNames(const CoinMpsIO &mps) ; + + /*! \brief Set row and column names from a CoinModel object. + + If the name discipline is auto, you get what you asked for. + This routine does not use setRowName or setColName. + */ + void setRowColNames(CoinModel &mod) ; + + /*! \brief Set row and column names from a CoinLpIO object. + + Also sets the name of the objective function. If the name discipline is + auto, you get what you asked for. This routine does not use setRowName + or setColName. + */ + void setRowColNames(CoinLpIO &mod) ; + + //@} + //------------------------------------------------------------------------- + + //------------------------------------------------------------------------- + /**@name Methods to modify the constraint system. + + Note that new columns are added as continuous variables. + */ + //@{ + + /** Add a column (primal variable) to the problem. */ + virtual void addCol(const CoinPackedVectorBase& vec, + const double collb, const double colub, + const double obj) = 0; + + /*! \brief Add a named column (primal variable) to the problem. + + The default implementation adds the column, then changes the name. This + can surely be made more efficient within an OsiXXX class. + */ + virtual void addCol(const CoinPackedVectorBase& vec, + const double collb, const double colub, + const double obj, std::string name) ; + + /** Add a column (primal variable) to the problem. */ + virtual void addCol(int numberElements, + const int* rows, const double* elements, + const double collb, const double colub, + const double obj) ; + + /*! \brief Add a named column (primal variable) to the problem. + + The default implementation adds the column, then changes the name. This + can surely be made more efficient within an OsiXXX class. + */ + virtual void addCol(int numberElements, + const int* rows, const double* elements, + const double collb, const double colub, + const double obj, std::string name) ; + + /** Add a set of columns (primal variables) to the problem. + + The default implementation simply makes repeated calls to + addCol(). + */ + virtual void addCols(const int numcols, + const CoinPackedVectorBase * const * cols, + const double* collb, const double* colub, + const double* obj); + + /** Add a set of columns (primal variables) to the problem. + + The default implementation simply makes repeated calls to + addCol(). + */ + virtual void addCols(const int numcols, const int* columnStarts, + const int* rows, const double* elements, + const double* collb, const double* colub, + const double* obj); + + /// Add columns using a CoinBuild object + void addCols(const CoinBuild & buildObject); + + /** Add columns from a model object. returns + -1 if object in bad state (i.e. has row information) + otherwise number of errors + modelObject non const as can be regularized as part of build + */ + int addCols(CoinModel & modelObject); + +#if 0 + /** */ + virtual void addCols(const CoinPackedMatrix& matrix, + const double* collb, const double* colub, + const double* obj); +#endif + + /** \brief Remove a set of columns (primal variables) from the + problem. + + The solver interface for a basis-oriented solver will maintain valid + warm start information if all deleted variables are nonbasic. + */ + virtual void deleteCols(const int num, const int * colIndices) = 0; + + /*! \brief Add a row (constraint) to the problem. */ + virtual void addRow(const CoinPackedVectorBase& vec, + const double rowlb, const double rowub) = 0; + + /*! \brief Add a named row (constraint) to the problem. + + The default implementation adds the row, then changes the name. This + can surely be made more efficient within an OsiXXX class. + */ + virtual void addRow(const CoinPackedVectorBase& vec, + const double rowlb, const double rowub, + std::string name) ; + + /*! \brief Add a row (constraint) to the problem. */ + virtual void addRow(const CoinPackedVectorBase& vec, + const char rowsen, const double rowrhs, + const double rowrng) = 0; + + /*! \brief Add a named row (constraint) to the problem. + + The default implementation adds the row, then changes the name. This + can surely be made more efficient within an OsiXXX class. + */ + virtual void addRow(const CoinPackedVectorBase& vec, + const char rowsen, const double rowrhs, + const double rowrng, std::string name) ; + + /*! Add a row (constraint) to the problem. + + Converts to addRow(CoinPackedVectorBase&,const double,const double). + */ + virtual void addRow(int numberElements, + const int *columns, const double *element, + const double rowlb, const double rowub) ; + + /*! Add a set of rows (constraints) to the problem. + + The default implementation simply makes repeated calls to + addRow(). + */ + virtual void addRows(const int numrows, + const CoinPackedVectorBase * const * rows, + const double* rowlb, const double* rowub); + + /** Add a set of rows (constraints) to the problem. + + The default implementation simply makes repeated calls to + addRow(). + */ + virtual void addRows(const int numrows, + const CoinPackedVectorBase * const * rows, + const char* rowsen, const double* rowrhs, + const double* rowrng); + + /** Add a set of rows (constraints) to the problem. + + The default implementation simply makes repeated calls to + addRow(). + */ + virtual void addRows(const int numrows, const int *rowStarts, + const int *columns, const double *element, + const double *rowlb, const double *rowub); + + /// Add rows using a CoinBuild object + void addRows(const CoinBuild &buildObject); + + /*! Add rows from a CoinModel object. + + Returns -1 if the object is in the wrong state (i.e., has + column-major information), otherwise the number of errors. + + The modelObject is not const as it can be regularized as part of + the build. + */ + int addRows(CoinModel &modelObject); + +#if 0 + /** */ + virtual void addRows(const CoinPackedMatrix& matrix, + const double* rowlb, const double* rowub); + /** */ + virtual void addRows(const CoinPackedMatrix& matrix, + const char* rowsen, const double* rowrhs, + const double* rowrng); +#endif + + /** \brief Delete a set of rows (constraints) from the problem. + + The solver interface for a basis-oriented solver will maintain valid + warm start information if all deleted rows are loose. + */ + virtual void deleteRows(const int num, const int * rowIndices) = 0; + + /** \brief Replace the constraint matrix + + I (JJF) am getting annoyed because I can't just replace a matrix. + The default behavior of this is do nothing so only use where that would + not matter, e.g. strengthening a matrix for MIP. + */ + virtual void replaceMatrixOptional(const CoinPackedMatrix & ) {} + + /** \brief Replace the constraint matrix + + And if it does matter (not used at present) + */ + virtual void replaceMatrix(const CoinPackedMatrix & ) {abort();} + + /** \brief Save a copy of the base model + + If solver wants it can save a copy of "base" (continuous) model here. + */ + virtual void saveBaseModel() {} + + /** \brief Reduce the constraint system to the specified number of + constraints. + + If solver wants it can restore a copy of "base" (continuous) model + here. + + \note + The name is somewhat misleading. Implementors should consider + the opportunity to optimise behaviour in the common case where + \p numberRows is exactly the number of original constraints. Do not, + however, neglect the possibility that \p numberRows does not equal + the number of original constraints. + */ + virtual void restoreBaseModel(int numberRows); + //----------------------------------------------------------------------- + /** Apply a collection of cuts. + + Only cuts which have an effectiveness >= effectivenessLb + are applied. +
    +
  • ReturnCode.getNumineffective() -- number of cuts which were + not applied because they had an + effectiveness < effectivenessLb +
  • ReturnCode.getNuminconsistent() -- number of invalid cuts +
  • ReturnCode.getNuminconsistentWrtIntegerModel() -- number of + cuts that are invalid with respect to this integer model +
  • ReturnCode.getNuminfeasible() -- number of cuts that would + make this integer model infeasible +
  • ReturnCode.getNumApplied() -- number of integer cuts which + were applied to the integer model +
  • cs.size() == getNumineffective() + + getNuminconsistent() + + getNuminconsistentWrtIntegerModel() + + getNuminfeasible() + + getNumApplied() +
+ */ + virtual ApplyCutsReturnCode applyCuts(const OsiCuts & cs, + double effectivenessLb = 0.0); + + /** Apply a collection of row cuts which are all effective. + applyCuts seems to do one at a time which seems inefficient. + Would be even more efficient to pass an array of pointers. + */ + virtual void applyRowCuts(int numberCuts, const OsiRowCut * cuts); + + /** Apply a collection of row cuts which are all effective. + This is passed in as an array of pointers. + */ + virtual void applyRowCuts(int numberCuts, const OsiRowCut ** cuts); + + /// Deletes branching information before columns deleted + void deleteBranchingInfo(int numberDeleted, const int * which); + + //@} + + //--------------------------------------------------------------------------- + + /**@name Methods for problem input and output */ + //@{ + /*! \brief Load in a problem by copying the arguments. The constraints on + the rows are given by lower and upper bounds. + + If a pointer is 0 then the following values are the default: +
    +
  • colub: all columns have upper bound infinity +
  • collb: all columns have lower bound 0 +
  • rowub: all rows have upper bound infinity +
  • rowlb: all rows have lower bound -infinity +
  • obj: all variables have 0 objective coefficient +
+ + Note that the default values for rowub and rowlb produce the + constraint -infty <= ax <= infty. This is probably not what you want. + */ + virtual void loadProblem (const CoinPackedMatrix& matrix, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub) = 0; + + /*! \brief Load in a problem by assuming ownership of the arguments. + The constraints on the rows are given by lower and upper bounds. + + For default argument values see the matching loadProblem method. + + \warning + The arguments passed to this method will be freed using the + C++ delete and delete[] functions. + */ + virtual void assignProblem (CoinPackedMatrix*& matrix, + double*& collb, double*& colub, double*& obj, + double*& rowlb, double*& rowub) = 0; + + /*! \brief Load in a problem by copying the arguments. + The constraints on the rows are given by sense/rhs/range triplets. + + If a pointer is 0 then the following values are the default: +
    +
  • colub: all columns have upper bound infinity +
  • collb: all columns have lower bound 0 +
  • obj: all variables have 0 objective coefficient +
  • rowsen: all rows are >= +
  • rowrhs: all right hand sides are 0 +
  • rowrng: 0 for the ranged rows +
+ + Note that the default values for rowsen, rowrhs, and rowrng produce the + constraint ax >= 0. + */ + virtual void loadProblem (const CoinPackedMatrix& matrix, + const double* collb, const double* colub, + const double* obj, + const char* rowsen, const double* rowrhs, + const double* rowrng) = 0; + + /*! \brief Load in a problem by assuming ownership of the arguments. + The constraints on the rows are given by sense/rhs/range triplets. + + For default argument values see the matching loadProblem method. + + \warning + The arguments passed to this method will be freed using the + C++ delete and delete[] functions. + */ + virtual void assignProblem (CoinPackedMatrix*& matrix, + double*& collb, double*& colub, double*& obj, + char*& rowsen, double*& rowrhs, + double*& rowrng) = 0; + + /*! \brief Load in a problem by copying the arguments. The constraint + matrix is is specified with standard column-major + column starts / row indices / coefficients vectors. + The constraints on the rows are given by lower and upper bounds. + + The matrix vectors must be gap-free. Note that start must + have numcols+1 entries so that the length of the last column + can be calculated as start[numcols]-start[numcols-1]. + + See the previous loadProblem method using rowlb and rowub for default + argument values. + */ + virtual void loadProblem (const int numcols, const int numrows, + const CoinBigIndex * start, const int* index, + const double* value, + const double* collb, const double* colub, + const double* obj, + const double* rowlb, const double* rowub) = 0; + + /*! \brief Load in a problem by copying the arguments. The constraint + matrix is is specified with standard column-major + column starts / row indices / coefficients vectors. + The constraints on the rows are given by sense/rhs/range triplets. + + The matrix vectors must be gap-free. Note that start must + have numcols+1 entries so that the length of the last column + can be calculated as start[numcols]-start[numcols-1]. + + See the previous loadProblem method using sense/rhs/range for default + argument values. + */ + virtual void loadProblem (const int numcols, const int numrows, + const CoinBigIndex * start, const int* index, + const double* value, + const double* collb, const double* colub, + const double* obj, + const char* rowsen, const double* rowrhs, + const double* rowrng) = 0; + + /*! \brief Load a model from a CoinModel object. Return the number of + errors encountered. + + The modelObject parameter cannot be const as it may be changed as part + of process. If keepSolution is true will try and keep warmStart. + */ + virtual int loadFromCoinModel (CoinModel & modelObject, + bool keepSolution=false); + + /*! \brief Read a problem in MPS format from the given filename. + + The default implementation uses CoinMpsIO::readMps() to read + the MPS file and returns the number of errors encountered. + */ + virtual int readMps (const char *filename, + const char *extension = "mps") ; + + /*! \brief Read a problem in MPS format from the given full filename. + + This uses CoinMpsIO::readMps() to read the MPS file and returns the + number of errors encountered. It also may return an array of set + information + */ + virtual int readMps (const char *filename, const char*extension, + int & numberSets, CoinSet ** & sets); + + /*! \brief Read a problem in GMPL format from the given filenames. + + The default implementation uses CoinMpsIO::readGMPL(). This capability + is available only if the third-party package Glpk is installed. + */ + virtual int readGMPL (const char *filename, const char *dataname=NULL); + + /*! \brief Write the problem in MPS format to the specified file. + + If objSense is non-zero, a value of -1.0 causes the problem to be + written with a maximization objective; +1.0 forces a minimization + objective. If objSense is zero, the choice is left to the implementation. + */ + virtual void writeMps (const char *filename, + const char *extension = "mps", + double objSense=0.0) const = 0; + + /*! \brief Write the problem in MPS format to the specified file with + more control over the output. + + Row and column names may be null. + formatType is +
    +
  • 0 - normal +
  • 1 - extra accuracy +
  • 2 - IEEE hex +
+ + Returns non-zero on I/O error + */ + int writeMpsNative (const char *filename, + const char ** rowNames, const char ** columnNames, + int formatType=0,int numberAcross=2, + double objSense=0.0, int numberSOS=0, + const CoinSet * setInfo=NULL) const ; + +/***********************************************************************/ +// Lp files + + /** Write the problem into an Lp file of the given filename with the + specified extension. + Coefficients with value less than epsilon away from an integer value + are written as integers. + Write at most numberAcross monomials on a line. + Write non integer numbers with decimals digits after the decimal point. + + The written problem is always a minimization problem. + If the current problem is a maximization problem, the + intended objective function for the written problem is the current + objective function multiplied by -1. If the current problem is a + minimization problem, the intended objective function for the + written problem is the current objective function. + If objSense < 0, the intended objective function is multiplied by -1 + before writing the problem. It is left unchanged otherwise. + + Write objective function name and constraint names if useRowNames is + true. This version calls writeLpNative(). + */ + virtual void writeLp(const char *filename, + const char *extension = "lp", + double epsilon = 1e-5, + int numberAcross = 10, + int decimals = 5, + double objSense = 0.0, + bool useRowNames = true) const; + + /** Write the problem into the file pointed to by the parameter fp. + Other parameters are similar to + those of writeLp() with first parameter filename. + */ + virtual void writeLp(FILE *fp, + double epsilon = 1e-5, + int numberAcross = 10, + int decimals = 5, + double objSense = 0.0, + bool useRowNames = true) const; + + /** Write the problem into an Lp file. Parameters are similar to + those of writeLp(), but in addition row names and column names + may be given. + + Parameter rowNames may be NULL, in which case default row names + are used. If rowNames is not NULL, it must have exactly one entry + per row in the problem and one additional + entry (rowNames[getNumRows()] with the objective function name. + These getNumRows()+1 entries must be distinct. If this is not the + case, default row names + are used. In addition, format restrictions are imposed on names + (see CoinLpIO::is_invalid_name() for details). + + Similar remarks can be made for the parameter columnNames which + must either be NULL or have exactly getNumCols() distinct entries. + + Write objective function name and constraint names if + useRowNames is true. */ + int writeLpNative(const char *filename, + char const * const * const rowNames, + char const * const * const columnNames, + const double epsilon = 1.0e-5, + const int numberAcross = 10, + const int decimals = 5, + const double objSense = 0.0, + const bool useRowNames = true) const; + + /** Write the problem into the file pointed to by the parameter fp. + Other parameters are similar to + those of writeLpNative() with first parameter filename. + */ + int writeLpNative(FILE *fp, + char const * const * const rowNames, + char const * const * const columnNames, + const double epsilon = 1.0e-5, + const int numberAcross = 10, + const int decimals = 5, + const double objSense = 0.0, + const bool useRowNames = true) const; + + /// Read file in LP format from file with name filename. + /// See class CoinLpIO for description of this format. + virtual int readLp(const char *filename, const double epsilon = 1e-5); + + /// Read file in LP format from the file pointed to by fp. + /// See class CoinLpIO for description of this format. + int readLp(FILE *fp, const double epsilon = 1e-5); + + //@} + + //--------------------------------------------------------------------------- + + /**@name Miscellaneous */ + //@{ + /** Check two models against each other. Return nonzero if different. + Ignore names if that set. + (Note initial version does not check names) + May modify both models by cleaning up + */ + int differentModel(OsiSolverInterface & other, + bool ignoreNames=true); +#ifdef COIN_SNAPSHOT + /// Return a CoinSnapshot + virtual CoinSnapshot * snapshot(bool createArrays=true) const; +#endif +#ifdef COIN_FACTORIZATION_INFO + /// Return number of entries in L part of current factorization + virtual CoinBigIndex getSizeL() const; + /// Return number of entries in U part of current factorization + virtual CoinBigIndex getSizeU() const; +#endif + //@} + + //--------------------------------------------------------------------------- + + /**@name Setting/Accessing application data */ + //@{ + /** Set application data. + + This is a pointer that the application can store into and + retrieve from the solver interface. + This field is available for the application to optionally + define and use. + */ + void setApplicationData (void * appData); + /** Create a clone of an Auxiliary Information object. + The base class just stores an application data pointer + but can be more general. Application data pointer is + designed for one user while this can be extended to cope + with more general extensions. + */ + void setAuxiliaryInfo(OsiAuxInfo * auxiliaryInfo); + + /// Get application data + void * getApplicationData() const; + /// Get pointer to auxiliary info object + OsiAuxInfo * getAuxiliaryInfo() const; + //@} + //--------------------------------------------------------------------------- + + /**@name Message handling + + See the COIN library documentation for additional information about + COIN message facilities. + + */ + //@{ + /** Pass in a message handler + + It is the client's responsibility to destroy a message handler installed + by this routine; it will not be destroyed when the solver interface is + destroyed. + */ + virtual void passInMessageHandler(CoinMessageHandler * handler); + /// Set language + void newLanguage(CoinMessages::Language language); + inline void setLanguage(CoinMessages::Language language) + {newLanguage(language);} + /// Return a pointer to the current message handler + inline CoinMessageHandler * messageHandler() const + {return handler_;} + /// Return the current set of messages + inline CoinMessages messages() + {return messages_;} + /// Return a pointer to the current set of messages + inline CoinMessages * messagesPointer() + {return &messages_;} + /// Return true if default handler + inline bool defaultHandler() const + { return defaultHandler_;} + //@} + //--------------------------------------------------------------------------- + /**@name Methods for dealing with discontinuities other than integers. + + Osi should be able to know about SOS and other types. This is an optional + section where such information can be stored. + + */ + //@{ + /** \brief Identify integer variables and create corresponding objects. + + Record integer variables and create an OsiSimpleInteger object for each + one. All existing OsiSimpleInteger objects will be destroyed. + If justCount then no objects created and we just store numberIntegers_ + */ + + void findIntegers(bool justCount); + /** \brief Identify integer variables and SOS and create corresponding objects. + + Record integer variables and create an OsiSimpleInteger object for each + one. All existing OsiSimpleInteger objects will be destroyed. + If the solver supports SOS then do the same for SOS. + + If justCount then no objects created and we just store numberIntegers_ + Returns number of SOS + */ + + virtual int findIntegersAndSOS(bool justCount); + /// Get the number of objects + inline int numberObjects() const { return numberObjects_;} + /// Set the number of objects + inline void setNumberObjects(int number) + { numberObjects_=number;} + + /// Get the array of objects + inline OsiObject ** objects() const { return object_;} + + /// Get the specified object + const inline OsiObject * object(int which) const { return object_[which];} + /// Get the specified object + inline OsiObject * modifiableObject(int which) const { return object_[which];} + + /// Delete all object information + void deleteObjects(); + + /** Add in object information. + + Objects are cloned; the owner can delete the originals. + */ + void addObjects(int numberObjects, OsiObject ** objects); + /** Use current solution to set bounds so current integer feasible solution will stay feasible. + Only feasible bounds will be used, even if current solution outside bounds. The amount of + such violation will be returned (and if small can be ignored) + */ + double forceFeasible(); + //@} + //--------------------------------------------------------------------------- + + /*! @name Methods related to testing generated cuts + + See the documentation for OsiRowCutDebugger for additional details. + */ + //@{ + /*! \brief Activate the row cut debugger. + + If \p modelName is in the set of known models then all cuts are + checked to see that they do NOT cut off the optimal solution known + to the debugger. + */ + virtual void activateRowCutDebugger (const char *modelName); + + /*! \brief Activate the row cut debugger using a full solution array. + + + Activate the debugger for a model not included in the debugger's + internal database. Cuts will be checked to see that they do NOT + cut off the given solution. + + \p solution must be a full solution vector, but only the integer + variables need to be correct. The debugger will fill in the continuous + variables by solving an lp relaxation with the integer variables + fixed as specified. If the given values for the continuous variables + should be preserved, set \p keepContinuous to true. + */ + virtual void activateRowCutDebugger(const double *solution, + bool enforceOptimality = true); + + /*! \brief Get the row cut debugger provided the solution known to the + debugger is within the feasible region held in the solver. + + If there is a row cut debugger object associated with model AND if + the solution known to the debugger is within the solver's current + feasible region (i.e., the column bounds held in the solver are + compatible with the known solution) then a pointer to the debugger + is returned which may be used to test validity of cuts. + + Otherwise NULL is returned + */ + const OsiRowCutDebugger *getRowCutDebugger() const; + + /*! \brief Get the row cut debugger object + + Return the row cut debugger object if it exists. One common usage of + this method is to obtain a debugger object in order to execute + OsiRowCutDebugger::redoSolution (so that the stored solution is again + compatible with the problem held in the solver). + */ + OsiRowCutDebugger * getRowCutDebuggerAlways() const; + //@} + + /*! \name OsiSimplexInterface + \brief Simplex Interface + + Methods for an advanced interface to a simplex solver. The interface + comprises two groups of methods. Group 1 contains methods for tableau + access. Group 2 contains methods for dictating individual simplex pivots. + */ + //@{ + + /*! \brief Return the simplex implementation level. + + The return codes are: + - 0: the simplex interface is not implemented. + - 1: the Group 1 (tableau access) methods are implemented. + - 2: the Group 2 (pivoting) methods are implemented + + The codes are cumulative - a solver which implements Group 2 also + implements Group 1. + */ + virtual int canDoSimplexInterface() const ; + //@} + + /*! \name OsiSimplex Group 1 + \brief Tableau access methods. + + This group of methods provides access to rows and columns of the basis + inverse and to rows and columns of the tableau. + */ + //@{ + + /*! \brief Prepare the solver for the use of tableau access methods. + + Prepares the solver for the use of the tableau access methods, if + any such preparation is required. + + The \c const attribute is required due to the places this method + may be called (e.g., within CglCutGenerator::generateCuts()). + */ + virtual void enableFactorization() const ; + + /*! \brief Undo the effects of #enableFactorization. */ + virtual void disableFactorization() const ; + + /*! \brief Check if an optimal basis is available. + + Returns true if the problem has been solved to optimality and a + basis is available. This should be used to see if the tableau access + operations are possible and meaningful. + + \note + Implementors please note that this method may be called + before #enableFactorization. + */ + virtual bool basisIsAvailable() const ; + + /// Synonym for #basisIsAvailable + inline bool optimalBasisIsAvailable() const { return basisIsAvailable() ; } + + /*! \brief Retrieve status information for column and row variables. + + This method returns status as integer codes: +
    +
  • 0: free +
  • 1: basic +
  • 2: nonbasic at upper bound +
  • 3: nonbasic at lower bound +
+ + The #getWarmStart method provides essentially the same functionality + for a simplex-oriented solver, but the implementation details are very + different. + + \note + Logical variables associated with rows are all assumed to have +1 + coefficients, so for a <= constraint the logical will be at lower + bound if the constraint is tight. + + \note + Implementors may choose to implement this method as a wrapper which + converts a CoinWarmStartBasis to the requested representation. + */ + virtual void getBasisStatus(int* cstat, int* rstat) const ; + + /*! \brief Set the status of column and row variables and update + the basis factorization and solution. + + Status information should be coded as documented for #getBasisStatus. + Returns 0 if all goes well, 1 if something goes wrong. + + This method differs from #setWarmStart in the format of the input + and in its immediate effect. Think of it as #setWarmStart immediately + followed by #resolve, but no pivots are allowed. + + \note + Implementors may choose to implement this method as a wrapper that calls + #setWarmStart and #resolve if the no pivot requirement can be satisfied. + */ + virtual int setBasisStatus(const int* cstat, const int* rstat) ; + + /*! \brief Calculate duals and reduced costs for the given objective + coefficients. + + The solver's objective coefficient vector is not changed. + */ + virtual void getReducedGradient(double* columnReducedCosts, + double* duals, const double* c) const ; + + /*! \brief Get a row of the tableau + + If \p slack is not null, it will be loaded with the coefficients for + the artificial (logical) variables (i.e., the row of the basis inverse). + */ + virtual void getBInvARow(int row, double* z, double* slack = NULL) const ; + + /*! \brief Get a row of the basis inverse */ + virtual void getBInvRow(int row, double* z) const ; + + /*! \brief Get a column of the tableau */ + virtual void getBInvACol(int col, double* vec) const ; + + /*! \brief Get a column of the basis inverse */ + virtual void getBInvCol(int col, double* vec) const ; + + /*! \brief Get indices of basic variables + + If the logical (artificial) for row i is basic, the index should be coded + as (#getNumCols + i). + The order of indices must match the order of elements in the vectors + returned by #getBInvACol and #getBInvCol. + */ + virtual void getBasics(int* index) const ; + + //@} + + /*! \name OsiSimplex Group 2 + \brief Pivoting methods + + This group of methods provides for control of individual pivots by a + simplex solver. + */ + //@{ + + /**Enables normal operation of subsequent functions. + This method is supposed to ensure that all typical things (like + reduced costs, etc.) are updated when individual pivots are executed + and can be queried by other methods. says whether will be + doing primal or dual + */ + virtual void enableSimplexInterface(bool doingPrimal) ; + + ///Undo whatever setting changes the above method had to make + virtual void disableSimplexInterface() ; + /** Perform a pivot by substituting a colIn for colOut in the basis. + The status of the leaving variable is given in outStatus. Where + 1 is to upper bound, -1 to lower bound + Return code was undefined - now for OsiClp is 0 for okay, + 1 if inaccuracy forced re-factorization (should be okay) and + -1 for singular factorization + */ + virtual int pivot(int colIn, int colOut, int outStatus) ; + + /** Obtain a result of the primal pivot + Outputs: colOut -- leaving column, outStatus -- its status, + t -- step size, and, if dx!=NULL, *dx -- primal ray direction. + Inputs: colIn -- entering column, sign -- direction of its change (+/-1). + Both for colIn and colOut, artificial variables are index by + the negative of the row index minus 1. + Return code (for now): 0 -- leaving variable found, + -1 -- everything else? + Clearly, more informative set of return values is required + Primal and dual solutions are updated + */ + virtual int primalPivotResult(int colIn, int sign, + int& colOut, int& outStatus, + double& t, CoinPackedVector* dx); + + /** Obtain a result of the dual pivot (similar to the previous method) + Differences: entering variable and a sign of its change are now + the outputs, the leaving variable and its statuts -- the inputs + If dx!=NULL, then *dx contains dual ray + Return code: same + */ + virtual int dualPivotResult(int& colIn, int& sign, + int colOut, int outStatus, + double& t, CoinPackedVector* dx) ; + //@} + + //--------------------------------------------------------------------------- + + ///@name Constructors and destructors + //@{ + /// Default Constructor + OsiSolverInterface(); + + /** Clone + + The result of calling clone(false) is defined to be equivalent to + calling the default constructor OsiSolverInterface(). + */ + virtual OsiSolverInterface * clone(bool copyData = true) const = 0; + + /// Copy constructor + OsiSolverInterface(const OsiSolverInterface &); + + /// Assignment operator + OsiSolverInterface & operator=(const OsiSolverInterface& rhs); + + /// Destructor + virtual ~OsiSolverInterface (); + + /** Reset the solver interface. + + A call to reset() returns the solver interface to the same state as + it would have if it had just been constructed by calling the default + constructor OsiSolverInterface(). + */ + virtual void reset(); + //@} + + //--------------------------------------------------------------------------- + +protected: + ///@name Protected methods + //@{ + /** Apply a row cut (append to the constraint matrix). */ + virtual void applyRowCut( const OsiRowCut & rc ) = 0; + + /** Apply a column cut (adjust the bounds of one or more variables). */ + virtual void applyColCut( const OsiColCut & cc ) = 0; + + /** A quick inlined function to convert from the lb/ub style of + constraint definition to the sense/rhs/range style */ + inline void + convertBoundToSense(const double lower, const double upper, + char& sense, double& right, double& range) const; + /** A quick inlined function to convert from the sense/rhs/range style + of constraint definition to the lb/ub style */ + inline void + convertSenseToBound(const char sense, const double right, + const double range, + double& lower, double& upper) const; + /** A quick inlined function to force a value to be between a minimum and + a maximum value */ + template inline T + forceIntoRange(const T value, const T lower, const T upper) const { + return value < lower ? lower : (value > upper ? upper : value); + } + /** Set OsiSolverInterface object state for default constructor + + This routine establishes the initial values of data fields in the + OsiSolverInterface object when the object is created using the + default constructor. + */ + void setInitialData(); + //@} + + ///@name Protected member data + //@{ + /*! \brief Pointer to row cut debugger object + + Mutable so that we can update the solution held in the debugger while + maintaining const'ness for the Osi object. + */ + mutable OsiRowCutDebugger * rowCutDebugger_; + // Why not just make useful stuff protected? + /// Message handler + CoinMessageHandler * handler_; + /** Flag to say if the currrent handler is the default handler. + Indicates if the solver interface object is responsible + for destruction of the handler (true) or if the client is + responsible (false). + */ + bool defaultHandler_; + /// Messages + CoinMessages messages_; + /// Number of integers + int numberIntegers_; + /// Total number of objects + int numberObjects_; + + /// Integer and ... information (integer info normally at beginning) + OsiObject ** object_; + /** Column type + 0 - continuous + 1 - binary (may get fixed later) + 2 - general integer (may get fixed later) + */ + mutable char * columnType_; + + //@} + + //--------------------------------------------------------------------------- + +private: + ///@name Private member data + //@{ + /// Pointer to user-defined data structure - and more if user wants + OsiAuxInfo * appDataEtc_; + /// Array of integer parameters + int intParam_[OsiLastIntParam]; + /// Array of double parameters + double dblParam_[OsiLastDblParam]; + /// Array of string parameters + std::string strParam_[OsiLastStrParam]; + /// Array of hint parameters + bool hintParam_[OsiLastHintParam]; + /// Array of hint strengths + OsiHintStrength hintStrength_[OsiLastHintParam]; + /** Warm start information used for hot starts when the default + hot start implementation is used. */ + CoinWarmStart* ws_; + /// Column solution satisfying lower and upper column bounds + std::vector strictColSolution_; + + /// Row names + OsiNameVec rowNames_ ; + /// Column names + OsiNameVec colNames_ ; + /// Objective name + std::string objName_ ; + + //@} +}; + +//############################################################################# +/** A quick inlined function to convert from the lb/ub style of constraint + definition to the sense/rhs/range style */ +inline void +OsiSolverInterface::convertBoundToSense(const double lower, const double upper, + char& sense, double& right, + double& range) const +{ + double inf = getInfinity(); + range = 0.0; + if (lower > -inf) { + if (upper < inf) { + right = upper; + if (upper==lower) { + sense = 'E'; + } else { + sense = 'R'; + range = upper - lower; + } + } else { + sense = 'G'; + right = lower; + } + } else { + if (upper < inf) { + sense = 'L'; + right = upper; + } else { + sense = 'N'; + right = 0.0; + } + } +} + +//----------------------------------------------------------------------------- +/** A quick inlined function to convert from the sense/rhs/range style of + constraint definition to the lb/ub style */ +inline void +OsiSolverInterface::convertSenseToBound(const char sense, const double right, + const double range, + double& lower, double& upper) const +{ + double inf=getInfinity(); + switch (sense) { + case 'E': + lower = upper = right; + break; + case 'L': + lower = -inf; + upper = right; + break; + case 'G': + lower = right; + upper = inf; + break; + case 'R': + lower = right - range; + upper = right; + break; + case 'N': + lower = -inf; + upper = inf; + break; + } +} + +#endif -- cgit